The Allstate Corporation

10-Year Study

ALL-PH.US · Financial Services · US · Preferred Stock

Executive Summary: The Allstate Corporation has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 58.2% and an annualized volatility of 30.6%.

1Y CAGR
+5.7%
3Y CAGR
+5.0%
5Y CAGR
+19.1%
10Y CAGR
+1.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
58.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
64.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +13.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.9-1.2-7.15.7————————-0.2%
20252.4-1.1-3.9-1.30.20.75.01.03.2-2.0-2.70.31.6%
202412.0-2.1-2.1-4.52.90.4-0.88.16.3-7.40.0-2.59.1%
202321.3-5.40.36.1-10.95.0-2.1-7.2-0.7-2.816.5-2.813.5%
2022-5.0-1.7-0.7-10.18.2-6.29.5-9.6-3.7-6.410.6-7.4-22.6%
2021-4.3-3.05.31.1-57.7146.6-1.6-1.92.0-1.0-2.23.51.7%
20200.9-3.7-7.710.81.5-1.26.40.00.40.01.93.612.4%
2019————————0.9-0.1-2.43.41.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.9% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-08-0110000
2019-09-0110090.808906943832
2019-10-0110079.302483874804
2019-11-019837.18141253498
2019-12-0110168.16664325767
2020-01-0110257.625031061942
2020-02-019876.454509113302
2020-03-019113.465216029042
2020-04-0110099.776354030491
2020-05-0110249.683978521345
2020-06-0110130.298086584484
2020-07-0110777.412837494736
2020-08-0110777.412837494736
2020-09-0110824.140799723415
2020-10-0110824.140799723415
2020-11-0111030.230020419851
2020-12-0111426.364294434783
2021-01-0110935.801722182008
2021-02-0110608.705986581244
2021-03-0111173.817215337576
2021-04-0111297.95693464568
2021-05-014775.435759903568
2021-06-0111774.636170143805
2021-07-0111590.53340103936
2021-08-0111364.564538608643
2021-09-0111592.694231662652
2021-10-0111474.118651209526
2021-11-0111224.326631157017
2021-12-0111618.516157610988
2022-01-0111040.169841286994
2022-02-0110855.905009885802
2022-03-0110779.573668118026
2022-04-019690.298950916733
2022-05-0110488.77988698856
2022-06-019843.123696749031
2022-07-0110780.81614572642
2022-08-019741.88878204782
2022-09-019378.599133506921
2022-10-018779.832967792821
2022-11-019713.689942413866
2022-12-018991.91849346889
2023-01-0110902.849055176812
2023-02-0110317.31797703037
2023-03-0110346.165065851314
2023-04-0110981.557310630205
2023-05-019788.994889635576
2023-06-0110276.748382078074
2023-07-0110057.207990751647
2023-08-019333.167669652215
2023-09-019271.367913826076
2023-10-019015.147422669277
2023-11-0110500.286310057587
2023-12-0110208.844279741134
2024-01-0111436.19607377076
2024-02-0111190.725714964834
2024-03-0110951.953931091111
2024-04-0110463.930334820705
2024-05-0110771.416532515099
2024-06-0110812.47231435764
2024-07-0110728.307961580433
2024-08-0111599.608889657186
2024-09-0112332.994803202353
2024-10-0111420.2059271584
2024-11-0111425.229858357552
2024-12-0111136.056700195555
2025-01-0111405.782382747931
2025-02-0111283.641431766371
2025-03-0110848.558185766611
2025-04-0110709.076569033137
2025-05-0110734.898494981473
2025-06-0110807.55642468965
2025-07-0111347.926142809298
2025-08-0111463.314498093067
2025-09-0111833.680866925248
2025-10-0111594.206813098956
2025-11-0111280.29214430027
2025-12-0111311.948312931492
2026-01-0111641.47498298346
2026-02-0111501.020992469506
2026-03-0110679.9053556187
2026-04-0111290.340006698576
Annual Return Matrix
YearAnnual Return
20200.1237388897448295
20210.0168165357085448
2022-0.2260699755899106
20230.13533550011114248
20240.09082442586517092
20250.015794784228500447
2026-0.0019102196752628364
Total Factor Risk
0.30630981871050467
VTI.US Exposure
0.1460949297509034
VEA.US Exposure
0.033461586905573056
VWO.US Exposure
0.011998273618796226
QQQ.US Exposure
-0.06238207256950748
VTV.US Exposure
-0.03671251143201231
IJR.US Exposure
-0.00403458656012895
QUAL.US Exposure
0.006960816627979404
SHV.US Exposure
0.55942770740124
TLT.US Exposure
-0.03883631033359259
LQD.US Exposure
0.24465694546453412
HYG.US Exposure
0.05162069748767446
GLD.US Exposure
0.00043216242055753887
USO.US Exposure
-0.000762839979383957
VNQ.US Exposure
0.011691114695064715
BTC-USD.CC Exposure
0.008833028994563636
CPER.US Exposure
0.0030117867472960543
VIX.INDX Exposure
-0.009232685180233902
UUP.US Exposure
-0.008224851582116966
TIP.US Exposure
-0.00467009674282468
Idiosyncratic Exposure
0.08666690426561834
Value Score
48.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →3.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →19.94%
Market Cap$30.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$172
Avg Yield on Cost
1.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$172.191.72%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Allstate Corporation a high-risk investment?

The Allstate Corporation (ALL-PH.US) has an annualized volatility of 30.6% and experienced a maximum drawdown of 58.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALL-PH.US?

Over the past 10 years, ALL-PH.US has generated a Compound Annual Growth Rate (CAGR) of 1.8%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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